-80.9%
FIG vs ADSK
-32.9%
-48.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.6% | -0.6% | -0.7% |
| 7D | -14.5% | -14.5% | +0.1% | -0.4% |
| 30D | -13.3% | -19.3% | +6.0% | +7.6% |
| 3M | +7.4% | -7.8% | +15.2% | +16.8% |
| 6M | -27.8% | -20.8% | -7.0% | -10.5% |
| YTD | -41.1% | -30.2% | -10.9% | -24.0% |
| 1Y | -58.7% | -36.5% | -22.3% | -45.6% |
| All | -80.9% | -32.9% | -48.0% | -74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ADSK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling